| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
5,095.0 |
5,053.0 |
-42.0 |
-0.8% |
4,197.5 |
| High |
5,119.0 |
5,356.0 |
237.0 |
4.6% |
5,113.0 |
| Low |
4,987.5 |
5,013.5 |
26.0 |
0.5% |
4,080.0 |
| Close |
5,037.5 |
5,306.5 |
269.0 |
5.3% |
5,065.0 |
| Range |
131.5 |
342.5 |
211.0 |
160.5% |
1,033.0 |
| ATR |
343.8 |
343.7 |
-0.1 |
0.0% |
0.0 |
| Volume |
128,309 |
164,780 |
36,471 |
28.4% |
1,165,877 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,252.8 |
6,122.2 |
5,494.9 |
|
| R3 |
5,910.3 |
5,779.7 |
5,400.7 |
|
| R2 |
5,567.8 |
5,567.8 |
5,369.3 |
|
| R1 |
5,437.2 |
5,437.2 |
5,337.9 |
5,502.5 |
| PP |
5,225.3 |
5,225.3 |
5,225.3 |
5,258.0 |
| S1 |
5,094.7 |
5,094.7 |
5,275.1 |
5,160.0 |
| S2 |
4,882.8 |
4,882.8 |
5,243.7 |
|
| S3 |
4,540.3 |
4,752.2 |
5,212.3 |
|
| S4 |
4,197.8 |
4,409.7 |
5,118.1 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,851.7 |
7,491.3 |
5,633.2 |
|
| R3 |
6,818.7 |
6,458.3 |
5,349.1 |
|
| R2 |
5,785.7 |
5,785.7 |
5,254.4 |
|
| R1 |
5,425.3 |
5,425.3 |
5,159.7 |
5,605.5 |
| PP |
4,752.7 |
4,752.7 |
4,752.7 |
4,842.8 |
| S1 |
4,392.3 |
4,392.3 |
4,970.3 |
4,572.5 |
| S2 |
3,719.7 |
3,719.7 |
4,875.6 |
|
| S3 |
2,686.7 |
3,359.3 |
4,780.9 |
|
| S4 |
1,653.7 |
2,326.3 |
4,496.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,356.0 |
4,651.5 |
704.5 |
13.3% |
256.1 |
4.8% |
93% |
True |
False |
175,167 |
| 10 |
5,356.0 |
4,032.5 |
1,323.5 |
24.9% |
333.2 |
6.3% |
96% |
True |
False |
221,553 |
| 20 |
5,419.5 |
4,032.5 |
1,387.0 |
26.1% |
368.6 |
6.9% |
92% |
False |
False |
261,726 |
| 40 |
6,325.0 |
4,032.5 |
2,292.5 |
43.2% |
288.9 |
5.4% |
56% |
False |
False |
211,711 |
| 60 |
6,656.5 |
4,032.5 |
2,624.0 |
49.4% |
235.1 |
4.4% |
49% |
False |
False |
141,712 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
51.0% |
209.4 |
3.9% |
47% |
False |
False |
106,484 |
| 100 |
6,956.0 |
4,032.5 |
2,923.5 |
55.1% |
194.5 |
3.7% |
44% |
False |
False |
85,627 |
| 120 |
7,327.0 |
4,032.5 |
3,294.5 |
62.1% |
180.4 |
3.4% |
39% |
False |
False |
71,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,811.6 |
|
2.618 |
6,252.7 |
|
1.618 |
5,910.2 |
|
1.000 |
5,698.5 |
|
0.618 |
5,567.7 |
|
HIGH |
5,356.0 |
|
0.618 |
5,225.2 |
|
0.500 |
5,184.8 |
|
0.382 |
5,144.3 |
|
LOW |
5,013.5 |
|
0.618 |
4,801.8 |
|
1.000 |
4,671.0 |
|
1.618 |
4,459.3 |
|
2.618 |
4,116.8 |
|
4.250 |
3,557.9 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,265.9 |
5,228.4 |
| PP |
5,225.3 |
5,150.3 |
| S1 |
5,184.8 |
5,072.3 |
|